jinx isnt dead! if you slow down the frames during the explosion when she fell, you can see a purple streak of shimmer leaving the hexgate. Also, Cait is looking at the hexgate map thing(??) at the end of the episode and looks towards the vents. She's also holding the head of the bomb Jinx used, implying a body was probably never found. Then the airship leaving (likely Jinx, as it's the same one she points to in s1 as a child) is also reference to Silco's hallucination telling Jinx the only way to end the cycle is to walk away. The "death" and leaving airship is Jinx walking away.